CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 0.8928 0.8850 -0.0078 -0.9% 0.8874
High 0.8933 0.8850 -0.0083 -0.9% 0.8936
Low 0.8880 0.8812 -0.0068 -0.8% 0.8773
Close 0.8903 0.8832 -0.0071 -0.8% 0.8835
Range 0.0053 0.0038 -0.0015 -28.3% 0.0163
ATR 0.0059 0.0062 0.0002 3.8% 0.0000
Volume 36 148 112 311.1% 470
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8945 0.8927 0.8853
R3 0.8907 0.8889 0.8842
R2 0.8869 0.8869 0.8839
R1 0.8851 0.8851 0.8835 0.8841
PP 0.8831 0.8831 0.8831 0.8827
S1 0.8813 0.8813 0.8829 0.8803
S2 0.8793 0.8793 0.8825
S3 0.8755 0.8775 0.8822
S4 0.8717 0.8737 0.8811
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9337 0.9249 0.8925
R3 0.9174 0.9086 0.8880
R2 0.9011 0.9011 0.8865
R1 0.8923 0.8923 0.8850 0.8886
PP 0.8848 0.8848 0.8848 0.8829
S1 0.8760 0.8760 0.8820 0.8723
S2 0.8685 0.8685 0.8805
S3 0.8522 0.8597 0.8790
S4 0.8359 0.8434 0.8745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8936 0.8787 0.0149 1.7% 0.0058 0.7% 30% False False 124
10 0.8936 0.8773 0.0163 1.8% 0.0045 0.5% 36% False False 66
20 0.9060 0.8773 0.0287 3.2% 0.0025 0.3% 21% False False 43
40 0.9098 0.8580 0.0518 5.9% 0.0021 0.2% 49% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9012
2.618 0.8949
1.618 0.8911
1.000 0.8888
0.618 0.8873
HIGH 0.8850
0.618 0.8835
0.500 0.8831
0.382 0.8827
LOW 0.8812
0.618 0.8789
1.000 0.8774
1.618 0.8751
2.618 0.8713
4.250 0.8651
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 0.8832 0.8873
PP 0.8831 0.8859
S1 0.8831 0.8846

These figures are updated between 7pm and 10pm EST after a trading day.

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